The Attribution team is responsible for managing, facilitating, and reporting on the results of the attribution process at Arrowstreet Capital. This includes responsibility over the production of attribution, analyzing the results to ensure quality, and dissemination to stakeholders, including the portfolio management, research, business development, and client relationship management teams.

This individual will lead the Attribution team and will report to the head of Client Operations. The Attribution manager will play an important role working with the CIO and members of the research and portfolio management teams (the “investment team”) on strategic initiatives to enhance the attribution process. Individuals on the Attribution team must have a sound understanding of the portfolio construction and investment process, usage of derivatives, impact of leverage, how different aspects of the investment process may impact attribution results, and how to select the appropriate benchmark(s) to compute and report out attribution.

Responsibility over analytics and related analysis: Responsible for understanding the investment process, models, portfolio construction, and how such areas impact and influence the portfolio results. Individuals must be able to understand what necessary analytics should be developed and performed in order to understand, interpret, calculate, and explain the factors / drivers of portfolio results. Knowledge of statistics and regression analysis is critical. Proficiency in working with data, and knowledge of data programming languages such as Python, SQL, and R is preferred.

Implement new initiatives: Work with the investment team to address various aspects of the portfolio construction process and the resulting impact on portfolio positions. Discuss ways to appropriately measure, model, and report attribution. Facilitate initiatives by working with the investment team during strategy sessions, documenting planned actions, working through analyses, leading initiatives with developers / IT team to implement agreed solutions, and presenting results to the investment team